So you have the fan plugged into the CPU fan socket? If so great that is how it should be. The small 3 pin plug wire can plug in anywhere as all it does is give a speed reading for the Antec pump.
You can change the fan profile by changing the setting in your bios, Super Quiet (which is self explanatory) and Workstation which I imagine is a more aggressive fan profile.
Well at least you can now hear yourself thinking